DREIX vs. GLIFX
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. GLIFX is managed by Lazard.
Performance
DREIX vs. GLIFX - Performance Comparison
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DREIX vs. GLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | -2.71% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 5.89% | 23.85% | 6.71% | 10.89% | -1.33% | 19.91% | -4.51% | 22.27% | -3.82% | 20.77% |
Returns By Period
In the year-to-date period, DREIX achieves a -2.71% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, DREIX has outperformed GLIFX with an annualized return of 10.91%, while GLIFX has yielded a comparatively lower 9.87% annualized return.
DREIX
- 1D
- -0.43%
- 1M
- -8.69%
- YTD
- -2.71%
- 6M
- 0.65%
- 1Y
- 19.92%
- 3Y*
- 15.63%
- 5Y*
- 9.12%
- 10Y*
- 10.91%
GLIFX
- 1D
- 1.38%
- 1M
- -7.05%
- YTD
- 5.89%
- 6M
- 11.15%
- 1Y
- 23.17%
- 3Y*
- 14.09%
- 5Y*
- 12.14%
- 10Y*
- 9.87%
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DREIX vs. GLIFX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than GLIFX's 0.97% expense ratio.
Return for Risk
DREIX vs. GLIFX — Risk / Return Rank
DREIX
GLIFX
DREIX vs. GLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DREIX | GLIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 2.23 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.83 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.74 | -1.43 |
Martin ratioReturn relative to average drawdown | 6.30 | 11.44 | -5.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DREIX | GLIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.23 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.14 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.85 | -0.17 |
Correlation
The correlation between DREIX and GLIFX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DREIX vs. GLIFX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, less than GLIFX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 5.43% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 6.37% | 6.22% | 4.26% | 2.95% | 14.81% | 6.21% | 2.59% | 4.44% | 14.29% | 6.94% | 1.91% | 11.33% |
Drawdowns
DREIX vs. GLIFX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for DREIX and GLIFX.
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Drawdown Indicators
| DREIX | GLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -29.65% | -7.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -9.00% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -17.15% | -7.68% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -29.65% | -7.00% |
Current DrawdownCurrent decline from peak | -9.15% | -7.05% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -3.35% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.16% | +0.48% |
Volatility
DREIX vs. GLIFX - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) have volatilities of 4.80% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREIX | GLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.58% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.35% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 10.71% | +5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 10.70% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 13.25% | +3.17% |